Algorithm Library

Building a library of functions callable from Excel, a web application, command line and analytical tools (R, SAS, Eviews, etc.)

Concept

Shared Code Base

Develop routines in a language that can be called from statistical tools, avoiding the need to re-implement any algorithm in the tool’s specific syntax:

Approach

Guiding Principles

Mission

Making the analysis more natural and convenient

Prime Directive

Making the results more trustworthy

Implementation

Classes

creating classes and methods responds to guiding principles: making the analysis more natural and convenient (the Mission) and making the results more trustworthy (the Prime Directive). The key challenge is dealing with complexity and growth: how to expand the computing capabilities in a way that is easy to use and leads to trustworthy software.

Table of Contents